A Kolmogorov - Smirnov goodness-of-fit test for the two-parameter weibull distribution when the parameters are estimated from the data

Abstract The critical values presented in the standard tables of the Kolmogorov-Smirnov statistic do not apply when one of more of the parameters must be estimated from the data. However, it is possible, using Monte Carlo methods, to construct a table of this statistic for use when the parameters must be estimated from the data. A table of values for use with the two-parameter Weibull is presented herein. Moreover, a Monte Carlo study of the power of the test against commonly used statistical models is presented. Furthermore, additional studies suggest that the same table can be used for the normal, lognormal and Gumbel (Extreme Value Distribution, Type I of Maxima) distributions.